+72.1%
DDOG vs ACN
-13.1%
+85.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -19.1% | +1.6% | -20.7% | -19.8% |
| 30D | -39.2% | +24.6% | -63.8% | -45.0% |
| 3M | -31.6% | +46.2% | -77.8% | -43.1% |
| 6M | -10.9% | +46.2% | -57.0% | -26.1% |
| YTD | +31.2% | -0.9% | +32.1% | +31.2% |
| 1Y | -10.7% | +8.8% | -19.4% | -14.5% |
| 3Y | +72.1% | -14.3% | +86.4% | +74.9% |
| All | +72.1% | -13.1% | +85.3% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling